When i receive an e-mail with a link to another site i cannot access it,

e-mail via which server, i mean is it outlook or some other e-mail client, or is it a webmail?

If you are getting an error like that, i am assuming it is outlook or similar. Does it mention and administrator problems. If you have the exact error message/code that would help. Have you made any changes to your PC recently (since this started happening) installations of software etc?

Edit: Google Chrome can cause this issue.

Usually, e-mail clients such as outlook or web mail clients such as hotmail allow you to enable content or show pictures and other stuff considered to be potentially unsafe. Usually this type of functionality is displayed on top of the e-mail message itself. I suggest you try and see if you can find if you can do that on your client. Hope this helps...